While Gorm the Old had disparaging nicknames, his wife Thyra was referred to as a woman of great prudence. Saxo wrote that Thyra was mainly responsible for building the Dannevirke on the southern border, but archeology has proven it much older, and Thyra's role was to extend it.[3]

Thyra died before Gorm, who raised a memorial stone to Thyra at Jelling, which refers to her as tanmarka but, the 'Pride' or 'Ornament' of Denmark. Gorm and Thyra were buried under one of the two great mounds at Jelling, and later moved to the first Christian church there. This was confirmed when a tomb containing their remains was excavated in 1978 under the east end of the present church.

Saxo claims Thyra was the daughter of English king Æthelred of Wessex, who also had a son called Æthelstan. Æthelstan was neglected in his father's will to the benefit of Harald Bluetooth. The king of Norway found it appalling that such a fool should get such a reward, and hence attacked England, where Æthelstan immediately surrendered. Shortly after both the king of Norway and Æthelstan die and Norway and England goes to the son of the late king of Norway - Håkon.

The accounts of Saxo fit well with the English king Æthelstan the Glorious, who reigned from 924 to 939. However, he was not the son of Æthelred af Wessex (865 til 871), but Edward the Older (899 til 924), but he was raised by his father's sister Æthelfled, who was married with another Æthelred, the earl of Mercia, who as such was the fosterfather of Æthelstan. When Edward died, Æthelstan was recognised as the king of Mercia, after his father's sister, and later also of Wessex. The king of Norway, Harald Haarfager's son Håkon, was raised at the court of Æthelstans, as part of a peace agreement, so he fits well into the tales told by Saxo.

Æthelstan and his father Edward were very good at nurturing international and dynamic connections through marriages:

One of Æthelstan's sisters married Sigtrygg Caech (the king of Dublin and York) in 926

It is hardly unthinkable that Thyra could have been an illicit daughter of Edward the Older, and as such, yet another half sister of Æthelstan. Making a connection to a Danish king would make good sense for the ”father-in-law” of Europe as Edward apparently was, with all the problems the Anglo-Saxons had with the Danish in England.

Tradition also has it that before Thyra consented to marry Gorm, she insisted he build a new house and sleep in it for the first three nights of winter and give her an account of his dreams those nights. The dreams were told at the wedding banquet and as recorded, imitate the dreams Pharaoh had that were interpreted by Joseph in Genesis. Oxen came out of the sea (bountiful harvest) and birds (glory of the king to be born).